+10.2%
PYPL vs QLD
+146.5%
-136.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.5% | +4.1% | +2.5% |
| 7D | +0.1% | +7.0% | -6.9% | -2.4% |
| 30D | +5.7% | -14.3% | +20.0% | +10.7% |
| 3M | -1.9% | -16.0% | +14.1% | +3.3% |
| 6M | +31.8% | -14.2% | +46.1% | +35.5% |
| YTD | +2.4% | +12.8% | -10.3% | -7.1% |
| 1Y | -8.2% | +14.1% | -22.3% | -17.4% |
| 3Y | +10.2% | +146.0% | -135.8% | -33.4% |
| All | +10.2% | +146.5% | -136.3% | -33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded QLD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling